| Trading Metrics calculated at close of trading on 05-Jan-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jan-2016 | 
                    05-Jan-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,210.0 | 
                        3,192.0 | 
                        -18.0 | 
                        -0.6% | 
                        3,280.0 | 
                     
                    
                        | High | 
                        3,214.0 | 
                        3,195.0 | 
                        -19.0 | 
                        -0.6% | 
                        3,310.0 | 
                     
                    
                        | Low | 
                        3,138.0 | 
                        3,127.0 | 
                        -11.0 | 
                        -0.4% | 
                        3,243.0 | 
                     
                    
                        | Close | 
                        3,151.0 | 
                        3,161.0 | 
                        10.0 | 
                        0.3% | 
                        3,282.0 | 
                     
                    
                        | Range | 
                        76.0 | 
                        68.0 | 
                        -8.0 | 
                        -10.5% | 
                        67.0 | 
                     
                    
                        | ATR | 
                        79.3 | 
                        78.5 | 
                        -0.8 | 
                        -1.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,099,294 | 
                        1,242,908 | 
                        143,614 | 
                        13.1% | 
                        2,411,679 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,365.0 | 
                3,331.0 | 
                3,198.4 | 
                 | 
             
            
                | R3 | 
                3,297.0 | 
                3,263.0 | 
                3,179.7 | 
                 | 
             
            
                | R2 | 
                3,229.0 | 
                3,229.0 | 
                3,173.5 | 
                 | 
             
            
                | R1 | 
                3,195.0 | 
                3,195.0 | 
                3,167.2 | 
                3,178.0 | 
             
            
                | PP | 
                3,161.0 | 
                3,161.0 | 
                3,161.0 | 
                3,152.5 | 
             
            
                | S1 | 
                3,127.0 | 
                3,127.0 | 
                3,154.8 | 
                3,110.0 | 
             
            
                | S2 | 
                3,093.0 | 
                3,093.0 | 
                3,148.5 | 
                 | 
             
            
                | S3 | 
                3,025.0 | 
                3,059.0 | 
                3,142.3 | 
                 | 
             
            
                | S4 | 
                2,957.0 | 
                2,991.0 | 
                3,123.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3,479.3 | 
                3,447.7 | 
                3,318.9 | 
                 | 
             
            
                | R3 | 
                3,412.3 | 
                3,380.7 | 
                3,300.4 | 
                 | 
             
            
                | R2 | 
                3,345.3 | 
                3,345.3 | 
                3,294.3 | 
                 | 
             
            
                | R1 | 
                3,313.7 | 
                3,313.7 | 
                3,288.1 | 
                3,329.5 | 
             
            
                | PP | 
                3,278.3 | 
                3,278.3 | 
                3,278.3 | 
                3,286.3 | 
             
            
                | S1 | 
                3,246.7 | 
                3,246.7 | 
                3,275.9 | 
                3,262.5 | 
             
            
                | S2 | 
                3,211.3 | 
                3,211.3 | 
                3,269.7 | 
                 | 
             
            
                | S3 | 
                3,144.3 | 
                3,179.7 | 
                3,263.6 | 
                 | 
             
            
                | S4 | 
                3,077.3 | 
                3,112.7 | 
                3,245.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3,310.0 | 
                3,127.0 | 
                183.0 | 
                5.8% | 
                54.2 | 
                1.7% | 
                19% | 
                False | 
                True | 
                950,776 | 
                 
                
                | 10 | 
                3,338.0 | 
                3,127.0 | 
                211.0 | 
                6.7% | 
                61.9 | 
                2.0% | 
                16% | 
                False | 
                True | 
                887,930 | 
                 
                
                | 20 | 
                3,525.0 | 
                3,123.0 | 
                402.0 | 
                12.7% | 
                78.6 | 
                2.5% | 
                9% | 
                False | 
                False | 
                831,308 | 
                 
                
                | 40 | 
                3,525.0 | 
                3,123.0 | 
                402.0 | 
                12.7% | 
                67.6 | 
                2.1% | 
                9% | 
                False | 
                False | 
                430,865 | 
                 
                
                | 60 | 
                3,525.0 | 
                3,123.0 | 
                402.0 | 
                12.7% | 
                60.2 | 
                1.9% | 
                9% | 
                False | 
                False | 
                289,715 | 
                 
                
                | 80 | 
                3,525.0 | 
                2,969.0 | 
                556.0 | 
                17.6% | 
                61.3 | 
                1.9% | 
                35% | 
                False | 
                False | 
                218,861 | 
                 
                
                | 100 | 
                3,525.0 | 
                2,969.0 | 
                556.0 | 
                17.6% | 
                58.9 | 
                1.9% | 
                35% | 
                False | 
                False | 
                175,132 | 
                 
                
                | 120 | 
                3,679.0 | 
                2,969.0 | 
                710.0 | 
                22.5% | 
                50.9 | 
                1.6% | 
                27% | 
                False | 
                False | 
                145,963 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3,484.0 | 
         
        
            | 
2.618             | 
            3,373.0 | 
         
        
            | 
1.618             | 
            3,305.0 | 
         
        
            | 
1.000             | 
            3,263.0 | 
         
        
            | 
0.618             | 
            3,237.0 | 
         
        
            | 
HIGH             | 
            3,195.0 | 
         
        
            | 
0.618             | 
            3,169.0 | 
         
        
            | 
0.500             | 
            3,161.0 | 
         
        
            | 
0.382             | 
            3,153.0 | 
         
        
            | 
LOW             | 
            3,127.0 | 
         
        
            | 
0.618             | 
            3,085.0 | 
         
        
            | 
1.000             | 
            3,059.0 | 
         
        
            | 
1.618             | 
            3,017.0 | 
         
        
            | 
2.618             | 
            2,949.0 | 
         
        
            | 
4.250             | 
            2,838.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jan-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,161.0 | 
                                3,218.0 | 
                             
                            
                                | PP | 
                                3,161.0 | 
                                3,199.0 | 
                             
                            
                                | S1 | 
                                3,161.0 | 
                                3,180.0 | 
                             
             
         |